Deltix is a leader in the rapidly growing market for advanced alpha generation platforms. Deltix software enables a complete straight through processing environment for the development and deployment of closely-integrated alpha generation and order execution portfolio strategies. Our clients are hedge funds, CTA's, proprietary trading firms, investment management firms and banks. In those firms, we work with professional “quants”, quantitative traders, portfolio managers and technologists.

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By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.

Research Update
This study is an update of the research using data from Wall Street Horizon that we first published on our blog in November 2015. At that time, we had data from January 2006 to September 2015. Now we have data to March 2017. We continue to be impressed by the stability of the returns.
We showed our approach for this study in...

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.

Examining Execution Transaction Costs in LME Metals
Transaction Cost Analysis (TCA) has traditionally been used to examine costs of order executions between different brokers, demonstrate best execution and provide other compliance-based functions. More recent applications of TCA involve forensic analysis of executions. This deeper analysis helps firms improve...

The markets are currently in a risk averse state, at least in part as a consequence of rapidly-evolving geopolitical issues and slowing market growth in China. As a result, the IPO and secondaries markets slowed in late 2015 and have remained sluggish in the first quarter of 2016. Nonetheless, companies will still need access to the capital markets this year, even if it is not at a frenzied pace.
Trading IPOs and Secondaries
Developing a strategy...